ECBOT 5 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 01-Dec-2017

Day Change Summary
	Previous	Current
	30-Nov-2017	01-Dec-2017	Change	Change %	Previous Week
Open	116-238	116-190	-0-047	-0.1%	116-287
High	116-253	116-298	0-045	0.1%	117-020
Low	116-165	116-142	-0-022	-0.1%	116-142
Close	116-185	116-218	0-033	0.1%	116-218
Range	0-088	0-155	0-067	77.1%	0-198
ATR	0-070	0-076	0-006	8.7%	0-000
Volume	290,947	208,141	-82,806	-28.5%	5,818,772

Daily Pivots for day following 01-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-044	117-286	116-303
R3	117-209	117-131	116-260
R2	117-054	117-054	116-246
R1	116-296	116-296	116-232	117-015
PP	116-219	116-219	116-219	116-239
S1	116-141	116-141	116-203	116-180
S2	116-064	116-064	116-189
S3	115-229	115-306	116-175
S4	115-074	115-151	116-132

Weekly Pivots for week ending 01-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-186	118-079	117-006
R3	117-308	117-202	116-272
R2	117-111	117-111	116-254
R1	117-004	117-004	116-236	116-279
PP	116-233	116-233	116-233	116-211
S1	116-127	116-127	116-199	116-081
S2	116-036	116-036	116-181
S3	115-158	115-249	116-163
S4	114-281	115-052	116-109

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-020	116-142	0-198	0.5%	0-090	0.2%	38%	False	True	1,163,754
10	117-020	116-142	0-198	0.5%	0-078	0.2%	38%	False	True	1,129,265
20	117-120	116-142	0-298	0.8%	0-069	0.2%	25%	False	True	910,890
40	117-207	116-142	1-065	1.0%	0-070	0.2%	19%	False	True	804,577
60	119-015	116-142	2-193	2.2%	0-073	0.2%	9%	False	True	766,877
80	119-015	116-142	2-193	2.2%	0-074	0.2%	9%	False	True	704,860
100	119-015	116-142	2-193	2.2%	0-072	0.2%	9%	False	True	564,218
120	119-015	116-142	2-193	2.2%	0-064	0.2%	9%	False	True	470,236

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-018
Widest range in 132 trading days

Fibonacci Retracements and Extensions
4.250	118-316
2.618	118-063
1.618	117-228
1.000	117-133
0.618	117-073
HIGH	116-298
0.618	116-238
0.500	116-220
0.382	116-202
LOW	116-142
0.618	116-047
1.000	115-307
1.618	115-212
2.618	115-057
4.250	114-124

Fisher Pivots for day following 01-Dec-2017
Pivot	1 day	3 day
R1	116-220	116-229
PP	116-219	116-225
S1	116-218	116-221

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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